JP Morgan Put 360 ULTA 17.01.2025
/ DE000JS6RML1
JP Morgan Put 360 ULTA 17.01.2025/ DE000JS6RML1 /
| 13/09/2024 08:28:32 |
Chg.-0.01 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.07EUR |
-0.48% |
-
Bid Size: - |
-
Ask Size: - |
Ulta Beauty Inc |
360.00 - |
17/01/2025 |
Put |
Master data
| WKN: |
JS6RML |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Ulta Beauty Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
360.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
14/02/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.29 |
| Parity: |
1.84 |
| Time value: |
0.21 |
| Break-even: |
339.50 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.15 |
| Spread %: |
7.89% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-11.07 |
| Rho: |
-0.85 |
Quote data
| Open: |
2.07 |
| High: |
2.07 |
| Low: |
2.07 |
| Previous Close: |
2.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-25.27% |
| 3 Months |
|
|
+11.89% |
| YTD |
|
|
+41.78% |
| 1 Year |
|
|
-35.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.34 |
1.95 |
| 1M High / 1M Low: |
3.38 |
1.95 |
| 6M High / 6M Low: |
5.17 |
0.53 |
| High (YTD): |
08/08/2024 |
5.17 |
| Low (YTD): |
02/04/2024 |
0.53 |
| 52W High: |
08/08/2024 |
5.17 |
| 52W Low: |
02/04/2024 |
0.53 |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.25 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
173.53% |
| Volatility 6M: |
|
207.93% |
| Volatility 1Y: |
|
163.77% |
| Volatility 3Y: |
|
- |
